The Fitted Finite Volume and Power Penalty Methods for Option Pricing / Song Wang

• Autore: Wang, Song
• Pubblicazione: Singapore, : Springer, 2020
• Titolo uniforme: The Fitted Finite Volume and Power Penalty Methods for Option Pricing
• Descrizione fisica: viii, 94 p. : ill. ; 24 cm
• Soggetto topico: 65M12 - Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs [MSC 2020]; 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020]; 65N08 - Finite volume methods for boundary value problems involving PDEs [MSC 2020]; 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020]; 65K15 - Numerical methods for variational inequalities and related problems [MSC 2020]
• Soggetto non controllato: Black-Scholes equations; Computational finance; Finite volume methods; Numerical Analysis; Optimal Control; Optimization; Option pricing; Penalty Methods; Variational inequality
• Titolo autorizzato: Fitted Finite Volume and Power Penalty Methods for Option Pricing
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: VAN0250295
• Lo trovi qui: Univ. Vanvitelli
• Localizzazioni e accesso elettronico: http://doi.org/10.1007/978-981-15-9558-5
• Serie: SpringerBriefs in applied sciences and technology. Mathematical methods Berlin [etc.] . -Springer